+188.7%
GD vs RL
+313.2%
-124.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.0% | -3.8% | -2.2% |
| 7D | -5.3% | -0.8% | -4.5% | -5.1% |
| 30D | -6.4% | -7.8% | +1.3% | -4.8% |
| 3M | +5.7% | -4.0% | +9.7% | +6.3% |
| 6M | -0.9% | -1.9% | +0.9% | -1.5% |
| YTD | +8.2% | -0.2% | +8.3% | +7.0% |
| 1Y | +13.4% | +10.7% | +2.8% | +9.3% |
| 3Y | +68.5% | +210.8% | -142.3% | +21.8% |
| 5Y | +97.2% | +238.2% | -141.1% | +33.7% |
| All | +188.7% | +313.2% | -124.5% | +75.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded RL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling